cgm: Optimization & estimation based on Conjugate Gradient Method

In optR: Optimization Toolbox for Solving Linear Systems

Description

Function utilizes the Conjugate Gradient Method for optimization to solve equation Ax=b

Usage

cgm(A, b, x = NULL, iter = 500, tol = 1e-07)

Arguments

A	: Input matrix
b	: Response vector
x	: Initial solutions
iter	: Number of Iterations
tol	: Convergence tolerance

Value

optimal : Optimal solutions

initial : initial solution

itr.conv : Number of iterations for convergence

conv : Convergence array

Examples

A<-matrix(c(4,-1,1, -1,4,-2,1,-2,4), nrow=3,ncol=3, byrow = TRUE)
b<-matrix(c(12,-1, 5), nrow=3,ncol=1,byrow=TRUE)
Z<-optR(A, b, method="cgm", iter=500, tol=1e-7)

Example output

Loaded optR Version:            1.2.5

optR documentation built on May 1, 2019, 10:32 p.m.